ARCH model and fractional Brownian motion (Q1698250)
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scientific article; zbMATH DE number 6839467
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ARCH model and fractional Brownian motion |
scientific article; zbMATH DE number 6839467 |
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ARCH model and fractional Brownian motion (English)
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15 February 2018
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ARCH model
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fractional Brownian motion
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stationary process
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volatility
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